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Volatility spillovers, hedging and safe-havens under pandemics : all that glitters is not gold!

Ghabri, Yosra; Luu Duc Toan Huynh; Nasir, Muhammad Ali - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1318-1344

Persistent link: https://www.econbiz.de/10014533219

Hedging against risks associated with travel and tourism stocks during COVID-19 pandemic : the role of gold

Sikiru, Abdulsalam Abidemi; Salisu, Afees A. - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1872-1882

Persistent link: https://www.econbiz.de/10014253456

Interactive relationships between Bitcoin, futures, crude oil, and gold prices : co-jump or cointegration

Chen, Kuo-Shing - In: Journal of financial studies : JFS : the official … 32 (2024) 3, pp. 115-159

Persistent link: https://www.econbiz.de/10015080137

Dynamic adjustment of crude oil price spreads

Ghoshray, Atanu; Trifonova, Tatiana - In: The energy journal 35 (2014) 1, pp. 119-136

Persistent link: https://www.econbiz.de/10010246062

Do fine wines blend with crude oil? : seizing the transmission of mean and volatility between two commodity prices

Bouri, Elie I. - In: Journal of wine economics 8 (2013) 1, pp. 49-68

Persistent link: https://www.econbiz.de/10010197168

Impact of COVID-19 on the dependence structure of WTI crude oil spot and future price

Lee, Wo-Chiang; Lee, Jhuo-Ying - In: The empirical economics letters : a monthly … 19 (2020) 11, pp. 1299-1312

Persistent link: https://www.econbiz.de/10012599720

Another perspective on gasoline price responses to crude oil price changes

Rahman, Sajjadur - In: Energy economics 55 (2016), pp. 10-18

Persistent link: https://www.econbiz.de/10011663074

The effect of jumps in the crude oil market on the sovereign risks of major oil exporters

Bouri, Elie - In: Risks : open access journal 7 (2019) 4/118, pp. 1-15

by jumps in the price and volatility of crude oil. Data used are daily from 14 February 2011, to 31 July 2019. We detect … sovereign risks of oil-exporters are significantly affected by oil volatility jumps, not by oil price jumps. These findings … suggest that the sovereign risks of oil-exporters are affected by abrupt movements in oil implied volatility, which points to …

Persistent link: https://www.econbiz.de/10012127756

The impact of COVID-19 on price volatility of crude oil and natural gas listed on multi commodity exchange of India

Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Mohapatra, … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 422-431

Persistent link: https://www.econbiz.de/10012506479

Oil price volatility and stock returns : evidence from three oil-price wars

Khan, Mushtaq Hussain; Ahmed, Junaid; Mughal, Mazhar; … - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3162-3182

Persistent link: https://www.econbiz.de/10014327724